Yes, and if it had opening book or let to play by itself in the opening, it would have lost 0 as Black.
Someone has already pointed out the interesting observation that Stockfish got solid positions out if the openings. The problems occurred later. Playing for a draw is not so easy when you have a 130 point Elo deficit.
That someone is a patzer compared to SF. SF never enters QID without opening book. Also does not play French defense like in the games with AZ.
That someone based their comment on StockFish's assessment of the positions.
For reference, here is the original paper, which repeatedly states that the engine learned from self-play. It gives charts explaining its analysis of openings. I can't find anywhere in the paper that the games it played are not remembered:
https://arxiv.org/pdf/1712.01815.pdf
The evaluation function would be, in effect, a compression of that information.
Suppose it plays a game with K/Q vs K and figures out that K/Q vs K is always a forced mate, if not currently stalemate and the Q can't be taken. It would have no reason to remember the entire game. It can just "learn" that that scenario is always a win.
As to exactly how it "learns" that - that is indeed the question.